@KrystleSky: the first thing to do is to stop thinking in terms of "building links."
Any link you can "build" (that is, create yourself) is very likely not going to count for much in the long run. Search Engines are not looking for links as such -- they are looking for editorial
links. That is, links that other
webmasters have given you because they want to share your content with their visitors.
This is one of the things that Google's Penguin updates have been all about.
This means all the things that a lot of so-called SEOs tout -- classified ads, blog commenting, forum posts, social bookmarking, etc. -- either are no longer effective, or will not continue to be effective for long. People who don't know any other ways of acquiring links end up spending all their time running around chasing more and more links, as the benefit from each individual link becomes less and less (or disappears entirely).
They confuse quantity
Unless you want to spend all your time "link building" you're better off focusing on "link acquisition" or "link earning."
In other words, figure out who your target audience is. Who wants to know about what you offer?
The put yourself in front of them. This might be through social media, or a blog or by using paid advertising. Find other webmasters who target the same audience you do (or target at least a segment of your audience) and build actual relationships with them. Once you get to know them, let them know what you have to offer their visitors, perhaps offer some content to them (an article, a video, a slide deck, an infographic, whatever works for your market) or ask if you can link to something of theirs (which may inspire them to link back to something of yours).
It's a matter of general marketing. Create something incredible, and let the world know about it through every appropriate means available. Remember that SEO is a marathon, not a sprint, so don't expect immediate results. But if you keep at it, you should see results. In fact, you may find eventually you're getting so much referral traffic from these editorial links that you stop worrying about what Google thinks.